+872.1%
MSFT vs GWW
+565.7%
+306.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -3.5% | -3.1% | -0.3% | -2.4% |
| 30D | -2.1% | -2.3% | +0.3% | -1.3% |
| 3M | +24.2% | -3.3% | +27.5% | +25.1% |
| 6M | +21.9% | +15.4% | +6.5% | +15.0% |
| YTD | +2.5% | +26.7% | -24.3% | -7.1% |
| 1Y | -0.8% | +29.0% | -29.7% | -10.9% |
| 3Y | +50.8% | +89.0% | -38.2% | +15.3% |
| 5Y | +73.5% | +221.8% | -148.3% | +7.3% |
| All | +872.1% | +565.7% | +306.4% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling